-17.3%
ISRG vs W
+10.8%
-28.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -1.9% | -3.1% |
| 7D | +4.8% | -3.6% | +8.4% | +5.4% |
| 30D | +9.2% | +7.0% | +2.3% | +8.2% |
| 3M | +21.2% | +7.4% | +13.8% | +19.8% |
| 6M | +0.2% | +69.3% | -69.1% | -9.1% |
| YTD | -20.1% | +11.3% | -31.3% | -23.6% |
| 1Y | -17.3% | +13.2% | -30.6% | -21.4% |
| All | -17.3% | +10.8% | -28.2% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded W wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling